+28.4%
RTX vs MKSI
+162.5%
-134.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -4.9% | -0.8% |
| 7D | -5.2% | +1.8% | -6.9% | -5.2% |
| 30D | -9.4% | -16.8% | +7.4% | -9.0% |
| 3M | +12.3% | -21.1% | +33.4% | +11.3% |
| 6M | -3.1% | +10.8% | -14.0% | -7.1% |
| YTD | +10.7% | +63.3% | -52.7% | +2.8% |
| 1Y | +28.4% | +157.0% | -128.6% | +18.9% |
| All | +28.4% | +162.5% | -134.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling